Index-Option Pricing with Stochastic Volatility and the Value of Accurate Variance Forecasts
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Noh, Jaesun | ko |
| dc.contributor.author | Engle, RobertF. | ko |
| dc.contributor.author | Kane, Alex | ko |
| dc.date.accessioned | 2013-03-02T13:40:56Z | - |
| dc.date.available | 2013-03-02T13:40:56Z | - |
| dc.date.created | 2012-02-06 | - |
| dc.date.created | 2012-02-06 | - |
| dc.date.issued | 1996-06 | - |
| dc.identifier.citation | REVIEW OF DERIVATIVES RESEARCH, v.1, no.2, pp.139 - 157 | - |
| dc.identifier.issn | 1380-6645 | - |
| dc.identifier.uri | http://hdl.handle.net/10203/73785 | - |
| dc.language | English | - |
| dc.publisher | SPRINGER | - |
| dc.title | Index-Option Pricing with Stochastic Volatility and the Value of Accurate Variance Forecasts | - |
| dc.type | Article | - |
| dc.identifier.scopusid | 2-s2.0-0039791978 | - |
| dc.type.rims | ART | - |
| dc.citation.volume | 1 | - |
| dc.citation.issue | 2 | - |
| dc.citation.beginningpage | 139 | - |
| dc.citation.endingpage | 157 | - |
| dc.citation.publicationname | REVIEW OF DERIVATIVES RESEARCH | - |
| dc.contributor.localauthor | Noh, Jaesun | - |
| dc.contributor.nonIdAuthor | Engle, RobertF. | - |
| dc.contributor.nonIdAuthor | Kane, Alex | - |
| dc.subject.keywordAuthor | Forecasts | - |
| dc.subject.keywordAuthor | GARCH | - |
| dc.subject.keywordAuthor | Index | - |
| dc.subject.keywordAuthor | Options | - |
| dc.subject.keywordAuthor | Variance | - |
| dc.subject.keywordAuthor | Volatility | - |
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